Market Risk/Model Risk/Quantitative Risk, Multiple Roles, FIs

Market Risk/Model Risk/Quantitative Risk Hiring - Multiple Roles Across Leading Financial Institutions (Hong Kong) We are hiring across several newly created risk positions at top-tier financial institutions in Hong Kong. These roles offer exposure to multi-asset classes, cutting-edge risk systems, and strong career growth. Chinese Top-Tier Securities Firm Role: Head of Model Risk New headcount due to expansion Model Risk Governance Framework (e.g., Basel III, FRTB, SR 11-7). Model Validation &

Hays - Hong Kong - Full time

Salary: Negotiable

Market Risk/Model Risk/Quantitative Risk Hiring - Multiple Roles Across Leading Financial Institutions (Hong Kong)

We are hiring across several newly created risk positions at top-tier financial institutions in Hong Kong. These roles offer exposure to multi-asset classes, cutting-edge risk systems, and strong career growth.

Chinese Top-Tier Securities Firm

Role: Head of Model Risk

  • New headcount due to expansion
  • Model Risk Governance Framework (e.g., Basel III, FRTB, SR 11-7).
  • Model Validation & Independent Review - Lead validation of critical models (market risk VaR, credit risk PD/LGD, derivatives pricing, etc.),
  • Bilingual in Chinese and English

Global Financial Services Firm - Inter-Dealer Brokerage (OTC Focus)

Role: Manager/VP Quant Risk Analyst - Counterparty Credit & Market Risk

  • Focus on OTC products and financial risk
  • Strong SQL/Python programming required
  • Open to non-Chinese speakers
  • Ideal for candidates with UK financial services experience
  • Salary: HKD 60,000 - 90,000/month

Chinese Top-Tier Securities Firm - FICC Department

Role: FICC Risk Analyst/ Associate

  • Monitor daily risk across credit, macro, equity, and derivatives
  • Prefer candidates from bulge bracket banks
  • 3+ years buy-side FICC risk experience
  • Strong Python, C++, SQL skills
  • Bilingual in Chinese and English

Chinese Securities Firm - Option Pricing Risk

Role: Option Pricing Risk AVP/VP/Director

  • Prior experience in option trading risk required
  • Night shift support initially to stabilize risk systems
  • Model validation for options pricing
  • Chinese language required
  • Salary: HKD 50,000 - 100,000/month
  • Senior candidates may be considered for Deputy Head

Chinese Securities Firm - Model Risk (VP/Director Level)

Role: Model Risk Lead - OTC Derivatives

  • Design and validate valuation and risk models
  • Focus on equity and FICC derivatives, stress testing
  • New headcount due to expansion
  • Salary: HKD 70,000 - 100,000/month
  • Chinese language preferred

Application:

Interested candidates with strong quantitative and analytical backgrounds are encouraged to send your latest CV to isis.yu@hays.com.hk to discuss the potential hiring.




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